Swaps

Results: 796



#Item
201Stock market / Self-regulatory organizations / United States housing bubble / Over-the-counter / Credit default swap / Derivative / International Swaps and Derivatives Association / Clearing house / Swap / Financial economics / Finance / Financial system

MEMO[removed]Brussels, 5 November 2008 First meeting of the working party on derivatives Commissioner McCreevy welcomes the outcome of the first meeting of the working group he has set up to find a solution to the clearin

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Source URL: www.iasplus.com

Language: English
202Interest rates / Foreign exchange market / Interest rate swap / Swap / Currency swap / Ghana cedi / Libor / Hedge / Foreign exchange swap / Economics / Financial economics / Finance

Understanding Cross Currency Swaps

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Source URL: www.microrate.com

Language: English - Date: 2012-02-21 21:33:49
203Interest rates / Banking / United States housing bubble / Interest rate swap / ITraxx / Libor / Swap / Basis swap / Forward rate agreement / Financial economics / Economics / Finance

As of Monday, March 11, 2013, swap dealers and private funds active in the swaps market began clearing certain CDS and interest rate swaps that they entered into on or after March 11. The clearing requirement applies to

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Source URL: www.cftc.gov

Language: English
204ISDA Master Agreement / Swap / International Swaps and Derivatives Association / Economics / Interest rate swap / Notional amount

ISDA CONFIRMATION To: Massachusetts Water Resources Authority Charlestown Navy Yard

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Source URL: www.mwra.state.ma.us

Language: English - Date: 2010-02-22 11:58:13
205Financial markets / Over-the-counter / Credit default swap / Futures exchange / Derivative / Margin / International Swaps and Derivatives Association / Futures contract / Option / Financial economics / Finance / Investment

Collateral requirements for mandatory central clearing of over-the-counter derivatives, March 2012

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Source URL: www.bis.org

Language: English - Date: 2012-03-06 10:34:00
206LCH.Clearnet / Credit default swap / Credit / Swap / Derivative / International Swaps and Derivatives Association / Over-the-counter / Interest rate swap / IntercontinentalExchange / Financial economics / Finance / Financial system

Vol. 77 Thursday, No. 240

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Source URL: www.cftc.gov

Language: English
207Investment / Barclays / International Swaps and Derivatives Association / Day count convention / Financial economics / ISDA Master Agreement / Finance

Execution Copy To: Attn: Fax No: From:

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Source URL: www.mwra.state.ma.us

Language: English - Date: 2010-02-22 11:58:10
208Financial economics / Autoregressive conditional heteroskedasticity / Stochastic volatility / Volatility / Brownian motion / Variance swap / Mathematical finance / Statistics / Finance

Modeling and Pricing of Variance Swaps for Local Stochastic Volatilities with Delay and Jumps∗ Anatoliy Swishchuk Department of Mathematics and Statistics University of Calgary

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-06 12:17:15
209Derivative / Dodd–Frank Wall Street Reform and Consumer Protection Act / Commodity Futures Trading Commission / Swap / Over-the-counter / Futures contract / Currency swap / Foreign exchange market / Commodity Futures Modernization Act / Financial economics / Finance / Financial system

News Bulletin November 19, 2012 “If It Ain’t Broke, Don’t Fix It”: Treasury Exempts Foreign Exchange Swaps and

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Source URL: www.jdsupra.com

Language: English
210Probability theory / Variance / Standard deviation / Logarithm / Statistics / Data analysis / Mathematical finance

Pricing Variance Swaps on Time-Changed L´ evy Processes ICBI Global Derivatives Volatility and Correlation Summit

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2009-04-27 08:10:26
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